| Dataset Name | SOTA Method | Metric | Trend | ||
|---|---|---|---|---|---|
| Avg. across markets | TIPS (Distilled Student) | AR0.907 | 26 | 1mo ago | |
| SP500 | TIPS (Distilled Student) | Annualized Return (AR)1.913 | 26 | 1mo ago | |
| NI225 | TIPS (Distilled Student) | AR (Annualized Return)0.261 | 26 | 1mo ago | |
| CSI500 | TIPS (Distilled Student) | AR0.986 | 26 | 1mo ago | |
| CSI300 | TIPS (Distilled Student) | Average Return (AR)0.469 | 26 | 1mo ago | |
| Financial Time Series Forecasting General | DLinear | FLOPs (G)0.001 | 18 | 1mo ago | |
| DSLOB (test) | RMSE0.0121 | 6 | 1mo ago | ||
| Time-IMM (test) | RMSE4.011 | 6 | 1mo ago | ||
| Optiver (test) | RMSE0.5422 | 6 | 1mo ago | ||
| Jane Street (test) | RMSE0.7628 | 6 | 1mo ago | ||
| US Stock | CDNN | MAE (H1)0.3412 | 6 | 1mo ago | |
| S&P 500 | MAE (H1)0.5772 | 6 | 1mo ago | ||
| Exchange | MAE (H1)0.1057 | 6 | 1mo ago |
